The management at Team Sky had set the Tour de France runner-up, Chris Froome, the target of building his and his team-mates' confidence with early success this season, as Froome builds towards his attempt to win the Tour this July, and the Kenyan-born climber showed he is heading in the right direction by taking the first stage race win of his career in the Tour of Oman.

Froome, who outsprinted the eventual runner-up Alberto Contador, had only to finish safely in the pack on the final stage on Saturday to Matrah Corniche, won by the French national champion, Nacer Bouhanni, to retain his overall lead and win the race. "That was quite a special feeling. It hasn't quite sunk in yet that this is my first ever stage race win," Froome said, with the fact that Oman included previous Tour de France winners in Bradley Wiggins, Contador and Cadel Evans further grounds for satisfaction.

"Any victory over the riders that are here – Contador, [Cadel] Evans or [Vincenzo] Nibali – is a huge victory. I'm really happy with this. It's a comfortable way to start things. I know I've got new responsibilities and a new role in the team. This is an excellent way to start the season."

Froome paid tribute to his team-mates after the finish, including Wiggins, who came to the race fatigued from training – and having said publicly he was not interested in winning – and lost time on day one, after which he worked on his team-mate's behalf. "Brad did some massive pulls and everyone did their part. It was fantastic," said Froome.

Wiggins explained during Oman that this season he has set himself different targets in order to avoid the risk that he measures himself against his stellar achievements of 2012, when he won the Paris-Nice, Tour de Romandie and Critérium du Dauphiné stage races as well as the Tour de France. Instead he will target the Giro d'Italia, with his next outings the Volta a Catalunya and the Liège-Bastogne-Liège Classic.

"To have a different set of challenges we put Liège in this year and the Catalunya race I'd like to do well in," Wiggins said. "I didn't want to have that direct comparison all the time with last year. The only way was to win all that again and that was to fail, really, and I wanted to avoid that, I didn't want to put that pressure on myself."

As well as Froome's debut stage race victory the weekend saw two other breakthroughs for Sky. On Saturday at the Volta ao Algarve in Portugal their Colombian climber Sergio Henao managed a first victory for the team at the mountain-stop stage finish at Alto do Malhão. Henao took over the race leader's jersey but was no match for the world time-trial champion, Tony Martin, in Sunday's closing stage against the watch and slipped down the standings.

Henao's victory on Saturday was accompanied by a strong performance from their new English professional Josh Edmondson, who rode in seventh, 7sec behind his team-mate. The 20-year-old, who earned his contract on the back of a strong showing in last year's Tour of Britain, has a reputation as a climber and bounced back after an anonymous showing in his debut race, the Tour of Mallorca.